-3.8%
LVS vs TXT
+103.1%
-106.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -6.8% | -10.2% | +3.4% | -1.4% |
| 3M | -15.6% | -13.3% | -2.4% | -9.7% |
| 6M | -20.6% | -14.4% | -6.3% | -15.0% |
| YTD | -33.4% | -9.1% | -24.3% | -31.6% |
| 1Y | -20.1% | -2.2% | -18.0% | -21.7% |
| 3Y | -7.4% | +5.1% | -12.5% | -15.2% |
| 5Y | +8.5% | +12.8% | -4.3% | -5.5% |
| All | -3.8% | +103.1% | -106.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling